+302.1%
WDAY vs IEF
+15.9%
+286.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | 0.0% | -5.3% | -5.4% |
| 7D | -4.4% | -0.3% | -4.1% | -4.4% |
| 30D | +14.7% | -0.8% | +15.5% | +14.5% |
| 3M | +32.4% | -1.0% | +33.3% | +32.0% |
| 6M | +36.9% | -2.8% | +39.6% | +35.9% |
| YTD | -8.8% | -1.5% | -7.3% | -9.2% |
| 1Y | -15.3% | -0.4% | -14.9% | -15.3% |
| 3Y | -21.2% | +9.7% | -30.9% | -19.6% |
| 5Y | -29.5% | -8.3% | -21.2% | -39.1% |
| 10Y | +120.0% | +4.6% | +115.4% | +123.4% |
| All | +302.1% | +15.9% | +286.2% | +338.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IEF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling